Get quick answers to your questions about the article from our AI researcher chatbot
{'id': 'https://openalex.org/W2032973257', 'doi': 'https://doi.org/10.1002/fut.10100', 'title': 'Options expiration effects and the role of individual share futures contracts', 'display_name': 'Options expiration effects and the role of individual share futures contracts', 'publication_year': 2003, 'publication_date': '2003-09-04', 'ids': {'openalex': 'https://openalex.org/W2032973257', 'doi': 'https://doi.org/10.1002/fut.10100', 'mag': '2032973257'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1002/fut.10100', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S136612413', 'display_name': 'Journal of Futures Markets', 'issn_l': '0270-7314', 'issn': ['0270-7314', '1096-9934'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320595', 'host_organization_name': 'Wiley', 'host_organization_lineage': ['https://openalex.org/P4310320595'], 'host_organization_lineage_names': ['Wiley'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5057737387', 'display_name': 'Donald Lien', 'orcid': 'https://orcid.org/0000-0002-0659-2831'}, 'institutions': [{'id': 'https://openalex.org/I45438204', 'display_name': 'The University of Texas at San Antonio', 'ror': 'https://ror.org/01kd65564', 'country_code': 'US', 'type': 'education', 'lineage': ['https://openalex.org/I45438204']}], 'countries': ['US'], 'is_corresponding': False, 'raw_author_name': 'Donald Lien', 'raw_affiliation_strings': ['Department of Economics, University of Texas, San Antonio, San Antonio, TX'], 'affiliations': [{'raw_affiliation_string': 'Department of Economics, University of Texas, San Antonio, San Antonio, TX', 'institution_ids': ['https://openalex.org/I45438204']}]}, {'author_position': 'last', 'author': {'id': 'https://openalex.org/A5053868205', 'display_name': 'Li Yang', 'orcid': 'https://orcid.org/0000-0001-8919-1066'}, 'institutions': [{'id': 'https://openalex.org/I31746571', 'display_name': 'UNSW Sydney', 'ror': 'https://ror.org/03r8z3t63', 'country_code': 'AU', 'type': 'education', 'lineage': ['https://openalex.org/I31746571']}], 'countries': ['AU'], 'is_corresponding': False, 'raw_author_name': 'Li Yang', 'raw_affiliation_strings': ['School of Banking & Finance, University of New South Wales, Sydney, Australia'], 'affiliations': [{'raw_affiliation_string': 'School of Banking & Finance, University of New South Wales, Sydney, Australia', 'institution_ids': ['https://openalex.org/I31746571']}]}], 'institution_assertions': [], 'countries_distinct_count': 2, 'institutions_distinct_count': 2, 'corresponding_author_ids': [], 'corresponding_institution_ids': [], 'apc_list': {'value': 2940, 'currency': 'USD', 'value_usd': 2940, 'provenance': 'doaj'}, 'apc_paid': None, 'fwci': 0.89, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 22, 'citation_normalized_percentile': {'value': 0.814412, 'is_in_top_1_percent': False, 'is_in_top_10_percent': False}, 'cited_by_percentile_year': {'min': 86, 'max': 87}, 'biblio': {'volume': '23', 'issue': '11', 'first_page': '1107', 'last_page': '1118'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T10047', 'display_name': 'Financial Markets and Investment Strategies', 'score': 0.9981, 'subfield': {'id': 'https://openalex.org/subfields/2003', 'display_name': 'Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, 'topics': [{'id': 'https://openalex.org/T10047', 'display_name': 'Financial Markets and Investment Strategies', 'score': 0.9981, 'subfield': {'id': 'https://openalex.org/subfields/2003', 'display_name': 'Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T10282', 'display_name': 'Financial Risk and Volatility Modeling', 'score': 0.9949, 'subfield': {'id': 'https://openalex.org/subfields/2003', 'display_name': 'Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T10067', 'display_name': 'Stochastic processes and financial applications', 'score': 0.9901, 'subfield': {'id': 'https://openalex.org/subfields/2003', 'display_name': 'Finance'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}], 'keywords': [{'id': 'https://openalex.org/keywords/expiration', 'display_name': 'Expiration', 'score': 0.84855145}, {'id': 'https://openalex.org/keywords/stock-index-futures', 'display_name': 'Stock index futures', 'score': 0.6480603}, {'id': 'https://openalex.org/keywords/expiration-date', 'display_name': 'Expiration date', 'score': 0.6088237}, {'id': 'https://openalex.org/keywords/stock', 'display_name': 'Stock (firearms)', 'score': 0.5453909}, {'id': 'https://openalex.org/keywords/settlement', 'display_name': 'Settlement (finance)', 'score': 0.48880717}], 'concepts': [{'id': 'https://openalex.org/C106306483', 'wikidata': 'https://www.wikidata.org/wiki/Q183984', 'display_name': 'Futures contract', 'level': 2, 'score': 0.84995615}, {'id': 'https://openalex.org/C2776164194', 'wikidata': 'https://www.wikidata.org/wiki/Q2501440', 'display_name': 'Expiration', 'level': 3, 'score': 0.84855145}, {'id': 'https://openalex.org/C2993390347', 'wikidata': 'https://www.wikidata.org/wiki/Q905615', 'display_name': 'Stock index futures', 'level': 5, 'score': 0.6480603}, {'id': 'https://openalex.org/C91602232', 'wikidata': 'https://www.wikidata.org/wiki/Q756115', 'display_name': 'Volatility (finance)', 'level': 2, 'score': 0.6130135}, {'id': 'https://openalex.org/C2780584464', 'wikidata': 'https://www.wikidata.org/wiki/Q898931', 'display_name': 'Expiration date', 'level': 2, 'score': 0.6088237}, {'id': 'https://openalex.org/C2778083465', 'wikidata': 'https://www.wikidata.org/wiki/Q693464', 'display_name': 'Cash', 'level': 2, 'score': 0.60433733}, {'id': 'https://openalex.org/C106159729', 'wikidata': 'https://www.wikidata.org/wiki/Q2294553', 'display_name': 'Financial economics', 'level': 1, 'score': 0.5733418}, {'id': 'https://openalex.org/C204036174', 'wikidata': 'https://www.wikidata.org/wiki/Q909380', 'display_name': 'Stock (firearms)', 'level': 2, 'score': 0.5453909}, {'id': 'https://openalex.org/C162324750', 'wikidata': 'https://www.wikidata.org/wiki/Q8134', 'display_name': 'Economics', 'level': 0, 'score': 0.5270451}, {'id': 'https://openalex.org/C2777063073', 'wikidata': 'https://www.wikidata.org/wiki/Q1553237', 'display_name': 'Settlement (finance)', 'level': 3, 'score': 0.48880717}, {'id': 'https://openalex.org/C2988984586', 'wikidata': 'https://www.wikidata.org/wiki/Q1020013', 'display_name': 'Stock price', 'level': 3, 'score': 0.45079285}, {'id': 'https://openalex.org/C556758197', 'wikidata': 'https://www.wikidata.org/wiki/Q580018', 'display_name': 'Monetary economics', 'level': 1, 'score': 0.43849403}, {'id': 'https://openalex.org/C144133560', 'wikidata': 'https://www.wikidata.org/wiki/Q4830453', 'display_name': 'Business', 'level': 0, 'score': 0.39515996}, {'id': 'https://openalex.org/C10138342', 'wikidata': 'https://www.wikidata.org/wiki/Q43015', 'display_name': 'Finance', 'level': 1, 'score': 0.19886032}, {'id': 'https://openalex.org/C88389905', 'wikidata': 'https://www.wikidata.org/wiki/Q223371', 'display_name': 'Stock market index', 'level': 4, 'score': 0.15008828}, {'id': 'https://openalex.org/C127413603', 'wikidata': 'https://www.wikidata.org/wiki/Q11023', 'display_name': 'Engineering', 'level': 0, 'score': 0.07476339}, {'id': 'https://openalex.org/C2780299701', 'wikidata': 'https://www.wikidata.org/wiki/Q475000', 'display_name': 'Stock market', 'level': 3, 'score': 0.07218495}, {'id': 'https://openalex.org/C71924100', 'wikidata': 'https://www.wikidata.org/wiki/Q11190', 'display_name': 'Medicine', 'level': 0, 'score': 0.049473047}, {'id': 'https://openalex.org/C145097563', 'wikidata': 'https://www.wikidata.org/wiki/Q1148747', 'display_name': 'Payment', 'level': 2, 'score': 0.04713756}, {'id': 'https://openalex.org/C185592680', 'wikidata': 'https://www.wikidata.org/wiki/Q2329', 'display_name': 'Chemistry', 'level': 0, 'score': 0.046019554}, {'id': 'https://openalex.org/C78519656', 'wikidata': 'https://www.wikidata.org/wiki/Q101333', 'display_name': 'Mechanical engineering', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C151730666', 'wikidata': 'https://www.wikidata.org/wiki/Q7205', 'display_name': 'Paleontology', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C31903555', 'wikidata': 'https://www.wikidata.org/wiki/Q1637030', 'display_name': 'Food science', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C2780762169', 'wikidata': 'https://www.wikidata.org/wiki/Q5905368', 'display_name': 'Horse', 'level': 2, 'score': 0.0}, {'id': 'https://openalex.org/C143724316', 'wikidata': 'https://www.wikidata.org/wiki/Q312468', 'display_name': 'Series (stratigraphy)', 'level': 2, 'score': 0.0}, {'id': 'https://openalex.org/C126322002', 'wikidata': 'https://www.wikidata.org/wiki/Q11180', 'display_name': 'Internal medicine', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C534529494', 'wikidata': 'https://www.wikidata.org/wiki/Q7891', 'display_name': 'Respiratory system', 'level': 2, 'score': 0.0}, {'id': 'https://openalex.org/C86803240', 'wikidata': 'https://www.wikidata.org/wiki/Q420', 'display_name': 'Biology', 'level': 0, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1002/fut.10100', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S136612413', 'display_name': 'Journal of Futures Markets', 'issn_l': '0270-7314', 'issn': ['0270-7314', '1096-9934'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320595', 'host_organization_name': 'Wiley', 'host_organization_lineage': ['https://openalex.org/P4310320595'], 'host_organization_lineage_names': ['Wiley'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [{'display_name': 'Partnerships for the goals', 'score': 0.61, 'id': 'https://metadata.un.org/sdg/17'}], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 7, 'referenced_works': ['https://openalex.org/W1972571711', 'https://openalex.org/W1979575715', 'https://openalex.org/W2004421184', 'https://openalex.org/W2046669868', 'https://openalex.org/W2061160212', 'https://openalex.org/W2076338624', 'https://openalex.org/W2121324621'], 'related_works': ['https://openalex.org/W4388708207', 'https://openalex.org/W4233955002', 'https://openalex.org/W3199389091', 'https://openalex.org/W3033524813', 'https://openalex.org/W3017305897', 'https://openalex.org/W2794768855', 'https://openalex.org/W2725487810', 'https://openalex.org/W2352447575', 'https://openalex.org/W2032973257', 'https://openalex.org/W1990803037'], 'abstract_inverted_index': {'Abstract': [0], 'This': [1], 'note': [2], 'examines': [3], 'options': [4], 'expiration': [5, 31, 51], 'effects': [6, 32], 'in': [7, 68], 'the': [8, 23, 26, 30, 43, 65], 'presence': [9], 'of': [10, 25, 39], 'individual': [11, 40], 'stock': [12, 44], 'futures': [13, 27], 'contracts': [14, 28], 'with': [15], 'different': [16], 'settlement': [17], 'methods.': [18], 'It': [19], 'is': [20], 'found': [21], 'that': [22], 'availability': [24], 'attenuate': [29], 'on': [33], 'price': [34, 45], 'volatility': [35], 'and': [36], 'trading': [37], 'volume': [38], 'stocks.': [41], 'Also,': [42], 'tends': [46], 'to': [47, 64], 'move': [48], 'up': [49], 'near': [50], 'days': [52], 'after': [53], 'physical': [54], 'delivery': [55], 'replaces': [56], 'cash': [57], 'settlement.': [58], 'These': [59], 'results': [60], 'provide': [61], 'empirical': [62], 'support': [63], 'conjectures': [66], 'made': [67], 'Corredor': [69], 'et': [70], 'al.': [71], '(2001).': [72], '©': [73], '2003': [74, 82], 'Wiley': [75], 'Periodicals,': [76], 'Inc.': [77], 'Jrl': [78], 'Fut': [79], 'Mark': [80], '23:1107–1118,': [81]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W2032973257', 'counts_by_year': [{'year': 2023, 'cited_by_count': 1}, {'year': 2021, 'cited_by_count': 1}, {'year': 2017, 'cited_by_count': 1}, {'year': 2016, 'cited_by_count': 2}, {'year': 2013, 'cited_by_count': 4}], 'updated_date': '2024-12-07T16:49:21.015795', 'created_date': '2016-06-24'}